There are 2 ways to be alerted if your server goes down.
1) "No data received" alerts
The Server Density agent posts back data every minute so you can configure an alert to be notified if we stop receiving data. This usually happens if the server is down, or is unable to reach the internet. It's also useful for guarding against the agent stopping for some reason.
You can configure these as an alert with
serverdensity.nodata If you're not able to find this in the metric dropdown for alerts, you can search for nodata.
2) TCP port checks
From the Services section, you can create a remote check to see if a TCP port is responding or not. If your server is accessible to the internet then you can see if the normal ports are responding, e.g. port 22 for SSH or port 80 for HTTP. If the server stops responding or goes down, you can configure an alert to be notified if the check shows as down.
For servers behind firewalls, you can choose a specific location to execute the check from e.g. Tokyo, Japan, then whitelist our monitoring node IP to only allow those access.